+286.6%
DOCN vs AGNC
+16.0%
+270.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.9% |
| 7D | +26.5% | -1.0% | +27.5% | +26.6% |
| 30D | +2.3% | -1.2% | +3.5% | +2.4% |
| 3M | -21.2% | +5.4% | -26.6% | -22.9% |
| 6M | +130.6% | +6.7% | +123.9% | +120.7% |
| YTD | +175.7% | +7.1% | +168.6% | +160.4% |
| 1Y | +286.6% | +16.3% | +270.3% | +253.1% |
| All | +286.6% | +16.0% | +270.5% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AGNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling